Deka MSCI Europe ex EMU UCITS ETF (ELF5.DE)
ELF5.DE is a passive ETF by Deka tracking the investment results of the MSCI Europe ex EMU. ELF5.DE launched on Feb 10, 2015 and has a 0.30% expense ratio.
ETF Info
DE000ETFL458
ETFL45
Feb 10, 2015
1x
MSCI Europe ex EMU
Germany
Distributing
Large-Cap
Blend
Expense Ratio
ELF5.DE features an expense ratio of 0.30%, falling within the medium range.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of €10,000 in Deka MSCI Europe ex EMU UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
ELF5.DE
N/A
N/A
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^GSPC (Benchmark)
2.90%
3.70%
10.94%
22.18%
12.41%
11.21%
Monthly Returns
The table below presents the monthly returns of ELF5.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.75% | 0.75% | |||||||||||
| 2023 | 1.96% | 2.50% | -1.15% | 4.15% | -2.68% | 0.94% | 0.60% | -0.98% | 0.29% | -4.03% | 4.72% | 3.87% | 10.21% |
| 2022 | -2.96% | -1.22% | 2.10% | 1.78% | -1.61% | -7.24% | 8.01% | -4.89% | -6.24% | 4.54% | 5.82% | -2.29% | -5.35% |
| 2021 | -0.68% | 1.73% | 5.85% | 2.24% | 2.47% | 2.53% | 2.31% | 1.61% | -2.89% | 5.32% | -1.67% | 6.90% | 28.40% |
| 2020 | -1.43% | -8.94% | -10.96% | 5.72% | 0.82% | 1.35% | -1.58% | 2.41% | -0.81% | -4.12% | 9.89% | 3.38% | -6.00% |
| 2019 | 6.57% | 4.21% | 2.93% | 2.59% | -3.84% | 3.48% | 0.34% | -1.24% | 3.38% | 0.65% | 2.49% | 3.62% | 27.77% |
| 2018 | -0.10% | -3.99% | -1.65% | 3.94% | 1.34% | -0.10% | 2.80% | -1.93% | 1.34% | -4.05% | -0.78% | -5.68% | -8.94% |
| 2017 | 0.06% | 3.15% | 1.65% | 0.86% | 1.38% | -2.38% | -1.07% | -0.99% | 3.20% | 0.99% | -1.96% | 2.88% | 7.86% |
| 2016 | -6.71% | -1.33% | 0.17% | 2.37% | 2.51% | -3.01% | 2.50% | -0.16% | 0.24% | -3.04% | 2.61% | 4.67% | 0.26% |
| 2015 | 1.32% | 0.57% | 1.28% | 2.09% | -5.18% | 3.60% | -8.61% | -4.02% | 7.41% | 2.13% | -4.27% | -4.66% |
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Deka MSCI Europe ex EMU UCITS ETF (ELF5.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Deka MSCI Europe ex EMU UCITS ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of €0.00 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | €0.00 | €5.78 | €4.32 | €4.34 | €1.71 | €6.11 | €4.22 | €4.29 | €3.93 | €3.53 |
Dividend yield | 0.00% | 3.50% | 2.78% | 2.57% | 1.26% | 4.19% | 3.53% | 3.17% | 3.03% | 2.65% |
Monthly Dividends
The table displays the monthly dividend distributions for Deka MSCI Europe ex EMU UCITS ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | €0.00 | €0.00 | €0.00 | ||||||||||
| 2023 | €0.00 | €0.00 | €1.09 | €0.00 | €0.00 | €2.63 | €0.00 | €0.00 | €1.54 | €0.00 | €0.00 | €0.52 | €5.78 |
| 2022 | €0.00 | €0.00 | €0.32 | €0.00 | €0.00 | €2.61 | €0.00 | €0.00 | €0.59 | €0.00 | €0.00 | €0.80 | €4.32 |
| 2021 | €0.00 | €0.00 | €0.72 | €0.00 | €0.00 | €1.93 | €0.00 | €0.00 | €0.57 | €0.00 | €0.00 | €1.12 | €4.34 |
| 2020 | €0.00 | €0.00 | €0.53 | €0.00 | €0.00 | €0.31 | €0.00 | €0.00 | €0.26 | €0.00 | €0.00 | €0.61 | €1.71 |
| 2019 | €0.00 | €0.00 | €0.45 | €0.00 | €0.00 | €3.53 | €0.00 | €0.00 | €1.06 | €0.00 | €0.00 | €1.07 | €6.11 |
| 2018 | €0.03 | €0.00 | €0.36 | €0.00 | €0.00 | €2.24 | €0.00 | €0.00 | €0.79 | €0.00 | €0.00 | €0.80 | €4.22 |
| 2017 | €0.00 | €0.00 | €0.56 | €0.00 | €0.00 | €2.00 | €0.00 | €0.00 | €0.96 | €0.00 | €0.00 | €0.77 | €4.29 |
| 2016 | €0.00 | €0.00 | €0.22 | €0.00 | €0.00 | €2.05 | €0.00 | €0.00 | €1.00 | €0.00 | €0.00 | €0.66 | €3.93 |
| 2015 | €1.65 | €0.00 | €0.00 | €1.14 | €0.00 | €0.00 | €0.74 | €3.53 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Deka MSCI Europe ex EMU UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Deka MSCI Europe ex EMU UCITS ETF was 33.74%, occurring on Mar 23, 2020. Recovery took 268 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.74% | Feb 20, 2020 | 23 | Mar 23, 2020 | 268 | Apr 15, 2021 | 291 |
| -26.14% | May 28, 2015 | 182 | Feb 11, 2016 | 780 | Mar 18, 2019 | 962 |
| -15.57% | Apr 11, 2022 | 122 | Sep 29, 2022 | 158 | May 15, 2023 | 280 |
| -9.75% | Jan 5, 2022 | 45 | Mar 8, 2022 | 20 | Apr 5, 2022 | 65 |
| -7.14% | May 16, 2023 | 119 | Oct 27, 2023 | 34 | Dec 14, 2023 | 153 |
Volatility
Volatility Chart
The current Deka MSCI Europe ex EMU UCITS ETF volatility is 1.49%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.